+1,146.0%
SPY vs PLD
+1,606.2%
-460.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.7% |
| 7D | -4.7% | +0.4% | -5.1% | -4.8% |
| 30D | -5.9% | -0.1% | -5.8% | -5.9% |
| 3M | -4.5% | -7.9% | +3.4% | -2.1% |
| 6M | +1.8% | -7.0% | +8.7% | +3.7% |
| YTD | +8.3% | +3.1% | +5.3% | +6.7% |
| 1Y | +9.3% | +7.1% | +2.3% | +6.3% |
| 3Y | +74.9% | +32.9% | +42.0% | +56.2% |
| 5Y | +67.3% | +1.5% | +65.7% | +60.7% |
| 10Y | +311.6% | +245.9% | +65.7% | +169.4% |
| All | +1,146.0% | +1,606.2% | -460.3% | +322.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling